If you want to get a new key I believe Timpson does these as well, probably cheaper then VW but if your worried about other people getting into your car (If someone has the other key) then get it all changed by VW. Will be pricey and more time consuming but if you're worried then it will keep you at peace.
In the US, ONLY a VW dealer can get you a new key fob and key. The key is cut at a central VW service depot, based on your VIN. They send it to the dealer for programming. And you need to prove you are you, and the car is yours before they will order you a new key, so if it's not in your name... I think they probably want to see the car first too. All to make sure you didn't steal the car or are trying to get a key made so you can steal it later or take it without the owner's permission. Kids or valets have been know to borrow a car, have a key made, then borrow or steal it when they're not around.
You might be able to buy a fob from eBay and have a new key made, but check with a VW dealer first. They might not do it, or program it unless you can prove you bought it from a VW dealer. And if the fob doesn't work, you could be out the money.